AMD Advanced Mic...

Fundamental Data

Get detailed Fundamental insights of Advanced Micro Devices Inc. and compare it to the S&P500.
1-Day Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.4 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of AMD

Started Recovered Drawdown Days
Nov 30, 2021 Jan 17, 2024 -65.45% 779
Feb 6, 2015 Apr 21, 2016 -51.06% 441
Sep 17, 2018 Jun 7, 2019 -49.11% 264
Feb 28, 2017 Jun 5, 2018 -37.30% 463
Feb 20, 2020 Jul 21, 2020 -34.28% 153
Mar 8, 2024 Jul 19, 2024 -31.75% 134
Aug 24, 2016 Nov 15, 2016 -25.16% 84
Jan 12, 2021 Jul 27, 2021 -24.84% 197
Dec 28, 2016 Feb 1, 2017 -19.22% 36
Sep 2, 2020 Nov 27, 2020 -18.96% 87

AMD vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

AMD
S&P500
Metric AMD S&P500
Cumulative Return +5534.94% +167.24%
Compound Annual Growth Rate (CAGR) +33.87% +7.37%
Sharpe 1.00 0.67
Sortino 1.60 0.93
Max Drawdown -65.45% -34.1%
Longest Drawdown Days 779 745
Volatility (ann.) 59.2% 17.83%
Correlation 49.55% -
R^2 0.25 -
Calmar 0.52 0.22
Skew 1.30 -0.55
Kurtosis 18.38 12.70
Expected Daily +0.17% +0.04%
Expected Monthly +3.57% +0.86%
Expected Yearly +49.65% +10.33%
Kelly Criterion 4.1% 3.79%
Risk of Ruin 0% 0%
Daily Value-at-Risk -5.90% -1.80%
Expected Shortfall (cVaR) -5.90% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 8 8
Gain/Pain Ratio 0.20 0.14
Gain/Pain (1M) 1.17 0.76
Payoff Ratio 1.03 0.91
Profit Factor 1.20 1.14
Outlier Win Ratio 2.57 9.56
Outlier Loss Ratio 2.50 8.08
MTD -6.55% +0.88%
3M -2.26% +9.90%
6M -6.82% +15.22%
YTD +2.83% +15.50%
1Y +28.53% +20.87%
3Y (ann.) +9.46% +5.42%
Best Day +52.29% +9.06%
Worst Day -24.23% -10.94%
Best Month -24.23% -10.94%
Worst Month -41.05% -13.00%
Best Year +295.12% +28.79%
Worst Year -54.99% -19.48%
Avg. Drawdown -9.44% -1.80%
Avg. Drawdown Days 48 21
Recovery Factor 8.66 3.33
Ulcer Index 0.26 0.08
Avg. Up Month +18.57% +3.86%
Avg. Down Month -12.12% -4.63%
Win Days 51.42% 54.28%
Win Month 54.78% 66.96%
Win Quarter 56.41% 76.92%
Win Year 80.00% 70.00%